+32.6%
NET vs IEFA
+49.6%
-17.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -6.6% |
| 7D | -16.4% | +1.9% | -18.2% | -19.0% |
| 30D | -25.8% | +1.4% | -27.2% | -27.6% |
| 3M | -11.5% | -1.4% | -10.1% | -9.8% |
| 6M | +18.9% | +6.3% | +12.6% | +5.6% |
| YTD | +35.2% | +11.9% | +23.3% | +7.0% |
| 1Y | +14.5% | +17.0% | -2.5% | -16.7% |
| 3Y | +313.8% | +67.5% | +246.3% | +40.2% |
| 5Y | +32.6% | +49.5% | -17.0% | -38.7% |
| All | +32.6% | +49.6% | -17.0% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IEFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling